+107.9%
ASX vs GGLL
-19.4%
+127.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.2% |
| 7D | -19.9% | +3.1% | -23.0% | -20.2% |
| 30D | -30.9% | -36.3% | +5.4% | -25.9% |
| 3M | -15.1% | -40.4% | +25.3% | -8.1% |
| 6M | -6.5% | -54.6% | +48.1% | +6.8% |
| YTD | +98.4% | -31.1% | +129.6% | +99.1% |
| 1Y | +107.9% | -19.2% | +127.0% | +102.8% |
| All | +107.9% | -19.4% | +127.3% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling